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Volumn 6, Issue 3, 2009, Pages 347-356

A multicriteria approach for rating the credit risk of financial institutions

Author keywords

Credit risk modeling; Financial institutions; Multiple criteria decision making

Indexed keywords


EID: 67650188064     PISSN: 1619697X     EISSN: 16196988     Source Type: Journal    
DOI: 10.1007/s10287-007-0050-3     Document Type: Article
Times cited : (20)

References (12)
  • 1
    • 0031521259 scopus 로고    scopus 로고
    • Credit risk measurement: Developments over the last 20 years
    • Altman EI, Saunders A (1998) Credit risk measurement: Developments over the last 20 years. J Bank Financ 21:1721-1742
    • (1998) J Bank Financ , vol.21 , pp. 1721-1742
    • Altman, E.I.1    Saunders, A.2
  • 3
    • 60249097156 scopus 로고    scopus 로고
    • Bank of International Settlements Basel Committee on Banking Supervision, Basel (available at:)
    • Bank of International Settlements (2000) Principles for the management of credit risk. Basel Committee on Banking Supervision, Basel (available at: http://www.bis.org/publ/bcbs75.pdf)
    • (2000) Principles for the Management of Credit Risk
  • 5
    • 0030143666 scopus 로고    scopus 로고
    • A survey of business failures with an emphasis on prediction methods and industrial applications
    • Dimitras AI, Zanakis SH, Zopounidis C (1998) A survey of business failures with an emphasis on prediction methods and industrial applications. Eur J Oper Res 90:487-513
    • (1998) Eur J Oper Res , vol.90 , pp. 487-513
    • Dimitras, A.I.1    Zanakis, S.H.2    Zopounidis, C.3
  • 7
    • 0000847864 scopus 로고    scopus 로고
    • A comparative anatomy of credit risk models
    • Gordy MB (2000) A comparative anatomy of credit risk models. J Bank Financ 24:119-149
    • (2000) J Bank Financ , vol.24 , pp. 119-149
    • Gordy, M.B.1
  • 9
    • 0002965208 scopus 로고    scopus 로고
    • Generally accepted rating principles: A primer
    • Krahnen JP, Weber M (2001) Generally accepted rating principles: A primer. J Bank Financ 25:3-23
    • (2001) J Bank Financ , vol.25 , pp. 3-23
    • Krahnen, J.P.1    Weber, M.2
  • 11
    • 0001466281 scopus 로고    scopus 로고
    • A survey of credit and behavioural scoring: Forecasting financial risk of lending to consumers
    • Thomas LC (2000) A survey of credit and behavioural scoring: Forecasting financial risk of lending to consumers. Int J Forecast 16:149-172
    • (2000) Int J Forecast , vol.16 , pp. 149-172
    • Thomas, L.C.1
  • 12
    • 0037117679 scopus 로고    scopus 로고
    • Multicriteria classification and sorting methods: A literature review
    • Zopounidis C, Doumpos M (2002) Multicriteria classification and sorting methods: A literature review. Eur J Oper Res 138(2):229-246
    • (2002) Eur J Oper Res , vol.138 , Issue.2 , pp. 229-246
    • Zopounidis, C.1    Doumpos, M.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.